+83.4%
SNOW vs NIO
-60.1%
+143.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -2.1% |
| 7D | +5.5% | -14.5% | +19.9% | +7.1% |
| 30D | -13.2% | -15.0% | +1.8% | -11.7% |
| 3M | -13.7% | -35.6% | +21.8% | -10.1% |
| 6M | +91.0% | -55.7% | +146.6% | +104.9% |
| YTD | +32.7% | -43.1% | +75.8% | +38.2% |
| 1Y | +13.3% | -53.5% | +66.8% | +20.5% |
| 3Y | +83.4% | -59.8% | +143.2% | +91.9% |
| All | +83.4% | -60.1% | +143.5% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling